Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47424.39 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46026.37 Kr¶

PnL: ---------------------------------------> -862.2 Kr¶

DD now: ---------------------------------> -2.479 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 10:50:44.342957'

Anic Portfolio¶

Today¶

Return: -0.216 %¶

This Week¶

Return: -0.216 %¶

Total¶

Return: 55.255 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HMS Networks 2 -1.440000 768.800000 95.800000 14.230000 673.000000
HEBA B 70 -3.110000 2723.000000 87.000000 3.300000 2636.000010
Nordea Bank Abp 29 0.310000 3525.820000 71.820000 2.080000 3453.999992
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -5.390000 386.400000 31.400000 8.850000 355.000000
SAAB B 8 -0.350000 3408.000000 31.000000 0.920000 3377.000000
Resurs Holding 22 -1.370000 601.700000 27.700000 4.830000 573.999998
AcadeMedia 12 0.460000 582.000000 25.000000 4.490000 557.000004
Swedbank A 3 -0.180000 588.300000 24.300000 4.310000 564.000000
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -1.500000 539.800000 12.800000 2.430000 527.000000
Corem Property Group B 59 -5.140000 582.040000 5.040000 0.870000 576.999999
Securitas B 6 -2.220000 574.920000 4.920000 0.860000 570.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -3.640000 247.680000 1.680000 0.680000 246.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -2.000000 530.000000 -2.000000 -0.380000 532.000000
Handelsbanken A 5 0.280000 541.750000 -4.250000 -0.780000 546.000000
Midsona B 63 0.220000 568.890000 -14.110000 -2.420000 582.999984
Boozt 12 -2.160000 1634.400000 -19.600000 -1.190000 1653.999996
International Petroleum Corp. 5 -1.480000 565.500000 -29.070000 -4.890000 594.565215
Essity B 2 1.050000 540.000000 -34.000000 -5.920000 574.000000
CTEK 13 -2.170000 498.550000 -35.450000 -6.640000 533.999999
Vivesto 1368 2.420000 567.450000 -45.550000 -7.430000 612.999432
Sampo Oyj SDB 7 0.370000 3794.000000 -56.000000 -1.450000 3850.000000
Essity A 4 0.740000 1082.000000 -67.000000 -5.830000 1149.000000
Fasadgruppen Group 35 1.140000 3731.000000 -80.000000 -2.100000 3810.999990
Beijer Electronics Group 26 2.800000 2860.000000 -111.000000 -3.740000 2971.000006
OX2 18 0.810000 1457.100000 -206.900000 -12.430000 1663.999992
Axfood 13 1.540000 3520.400000 -235.600000 -6.270000 3756.000001
Ovzon 52 -1.310000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 46026.370000 -862.200000 -2.47893% 46888.564618

Updated:¶

'2023-01-30 10:50:57.321376'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶